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91.
Summary We study a strategic version of the neoclassical growth model under possible production uncertainty. For a general specification of the problem, we establish (i) the existence of stationary Markov equilibria in pure strategies for the discounted game, and (ii) the convergence, under a boundedness condition, of discounted equilibrium strategies to a pure strategy stationary Markovian equilibrium of the undiscounted game as the discount factor tends to unity. The same techniques can be used to prove that such convergence also obtains in all finitestate, finite-action stochastic games satisfying a certain full communicability condition. These results are of special interest since there are well known examples in the literature in which the limit of discounted equilibria fails to be an equilibrium of the undiscounted game.We are grateful to Marcus Berliant, M. Ali Khan, Mukul Majumdar, and an anonymous referee for helpful suggestions, and to Bonnie Huck for technical assistance. The first author acknowledges research support from the Columbia University Council for the Social Sciences. 相似文献
92.
93.
In this paper, we discuss the properties of preliminary test estimators (PTE) of the parameters of simple linear model with
measurement error (ME model) when the slope of the linear model is suspected to be zero. Expressions of the bias, MSE and
efficiencies are obtained under conditional as well as unconditional situations with known reliability coefficient. Conditional
model results are compared to the standard model without measurement error. We also provide the unconditional model analysis
in finite samples. Asymptotic theory under local alternatives is developed when the variance of measurement error or the ratio
of the variance of the model error relative to the variance of the measurement error is known. Asymptotic expressions of bias
and MSE of the estimators along with their efficiencies are obtained. In every case, it is shown that the measurement error
tend to increase the variability of the estimators compared to the estimators without measurement error. Graphs and tables
are provided to see these results and to determine optimum level of significance for minimum guaranteed efficiency.
Received October 2001
RID="*"
ID="*" A. K. Md. E. Saleh is a Distinguished Research Professor and H. M. Kim is a Ph.D. candidate in the School of Mathematics
and Statistics, Carleton University, Ottawa.
Acknowledgment. The authors gratefully acknowledge the constructive suggestion of the referees to improve the paper. The research is supported
by NSERC grant A3088. 相似文献
94.
Realistically, organizational and/or system performance is dynamic and non-linear. However, in the efficiency literature, system performance is frequently evaluated considering linear combinations of the input/output variables and without explicitly taking into account the causes of efficiency behavior nor the dynamic behavior of systems. Policy decisions based on these results may be sub-optimized because the non-linear relationships among variables, causal relationships, and feedback mechanisms are ignored.This research takes the initial step of evaluating system performance in a dynamic environment, by relating the factors that effect system performance to the policies that govern it. To accomplish this, this paper extends the concepts of the static production axioms into a dynamic realm, where inputs are not instantaneously converted into outputs. The relationships of these new dynamic production axioms to the basic behaviors associated with system dynamics structures are explored. 相似文献
95.
In this paper, progressive stress accelerated life tests are considered when the lifetime of a product under use condition
follows a finite mixture of distributions. The experiment is performed when each of the components in the mixture follows
a general class of distributions which includes, among others, the Weibull, compound Weibull, power function, Gompertz and
compound Gompertz distributions. It is assumed that the scale parameter of each component satisfies the inverse power low,
the progressive stress is directly proportional to time and the cumulative exposure model for the effect of changing stress
holds. Based on type-I censoring, the maximum likelihood estimates (MLEs) of the parameters under consideration are obtained.
A special attention is paid to a mixture of two Rayleigh components. Simulation results are carried out to study the precision
of the MLEs and to obtain confidence intervals for the parameters involved. 相似文献
96.
In this paper characterizations of negative multinomial distributions based on conditional distributions have been studied. 相似文献
97.
Lilyan?E.?FulginitiEmail author Richard?K.?Perrin 《Journal of Productivity Analysis》2005,24(2):133-155
Technical change is generally characterized by a rate and biases, both evaluated for given producer prices. This paper examines
the potential discrepancy between this rate and the corresponding rate of consumer welfare change as measured by Allais distributable
surplus. We postulate a general equilibrium context with various market failures (taxes, quotas, imperfect competition, and
“poorly priced” commodities), and use comparative statics to express the rate of welfare change in terms of the rate and biases
of the technical change. An elementary simulation model of a taxed economy suggests that the rate of welfare change may differ
from the rate of technical change by as much as 50% under plausible circumstances. 相似文献
98.
This note demonstrates an application of a multilevel multinomial model. We use that model to analyse interviewer effects on various components of unit nonresponse to a face-to-face survey: refusals and noncontacts. The model allows for an analysis of these two interviewer effects and a possible connection between both at the same time. Our results show that both the chances for refusals as for noncontacts are subject to interviewer effects. We also find some evidence for a relation between both interviewer effects: interviewers who obtain more refusals are also more likely to report noncontacts. That result is however at least partly dependent on an outlier, an interviewer with a high number of refusals and noncontacts. 相似文献
99.
The efficiency of decomposition vs direct solution with implications for the question of decentralized or centralized planning 总被引:1,自引:0,他引:1
K. P. Wong 《Economics of Planning》1973,13(3):199-209
Conclusion The investigation provides overwhelming evidence that decomposition tends to become increasingly more efficient than direct solution as the number of subproblems becomes greater.Further investigation would be required to obtain a comparable picture of the behaviour of decomposition with respect to an increasing number of variables in the master problem as their range of variation in the present study is rather restricted.It is gratefully acknowledged: that in implementing the decompositional procedure on the computer I have benefitted from Mr. A. C. McKay's advice on matters relating to the computer programmes; also that I enjoyed the pleasant and friendly co-operation of the staff of the computer Centre, University of Birmingham, without which the difficulties involved in carrying out the present task would have been compounded manifold; that Dr. C.-L. Sandblom carefully studied this paper and suggested a number of valuable improvements. Finally, I should like to thank Professor Kronsjö for the encouragement that he has given to me in executing this project and to the research council which made this investigation possible. 相似文献
100.